稳态学习与纳什均衡

Steady State Learning and Nash Equilibrium

Econometrica · 1993
被引 198
人大 A+FT50ABS 4*

中文导读

研究玩家通过贝叶斯更新学习对手策略的稳态系统,在长期且耐心的条件下,稳态行动分布近似纳什均衡,对博弈论和学习理论研究者有参考价值。

Abstract

We study the steady states of a system in which players learn about the strategies their opponents are playing by updating their Bayesian priors in light of their observations.Players are matched at random to play a fixed extensive -form game, and each player observes the realized actions in his own matches, but not the intended off -path play of his opponents or the realized actions in other matches.If lifetimes are long and players are very patient, the steady state distribution of actions approximates those of a Nash equilibrium.

稳态学习纳什均衡贝叶斯更新扩展式博弈